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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationMon, 14 Dec 2009 02:32:40 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/14/t126078322881ukil4az0cmxh9.htm/, Retrieved Sun, 05 May 2024 16:01:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67469, Retrieved Sun, 05 May 2024 16:01:47 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [VRM invoer] [2008-12-17 15:09:52] [74be16979710d4c4e7c6647856088456]
-  MPD    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-14 09:32:40] [91da2e1ebdd83187f2515f461585cbee] [Current]
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Dataseries X:
7988.8
8243.5
8843
9092.7
8246.7
9311.7
8341.2
7116.7
9635.7
9815.4
8611.3
8297.8
8715.1
8919.9
10085.8
9511.7
8991.3
10311.2
8895.4
7449.8
10084
9859.4
9100.1
8920.8
8502.7
8599.6
10394.4
9290.4
8742.2
10217.3
8639
8139.6
10779.1
10427.7
10349.1
10036.4
9492.1
10638.8
12054.5
10324.7
11817.3
11008.9
9996.6
9419.5
11958.8
12594.6
11890.6
10871.7
11835.7
11542.2
13093.7
11180.2
12035.7
12112
10875.2
9897.3
11672.1
12385.7
11405.6
9830.9
11025.1
10853.8
12252.6
11839.4
11669.1
11601.4
11178.4
9516.4
12102.8
12989
11610.2
10205.5
11356.2
11307.1
12648.6
11947.2
11714.1
12192.5
11268.8
9097.4
12639.8
13040.1
11687.3
11191.7
11391.9
11793.1
13933.2
12778.1
11810.3
13698.4
11956.6
10723.8
13938.9
13979.8
13807.4
12973.9
12509.8
12934.1
14908.3
13772.1
13012.6
14049.9
11816.5
11593.2
14466.2
13615.9
14733.9
13880.7
13527.5
13584
16170.2
13260.6
14741.9
15486.5
13154.5
12621.2
15031.6
15452.4
15428
13105.9
14716.8
14180
16202.2
14392.4
15140.6
15960.1
14351.3
13230.2
15202.1
17056
16077.7
13348.2
16402.4
16559.1
16579
17561.2
16129.6
18484.3
16402.6
14032.3
17109.1
17157.2
13879.8
12362.4
12683.5
12608.8
13583.7
12846.3
12347.1
13967
13214.7
11818.8
15394.8




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67469&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67469&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67469&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)5924563.22029412Range11367.6Trim Var.4107462.41233255
V(Y[t],d=1,D=0)2050315.941687Range6853.4Trim Var.1336657.90311928
V(Y[t],d=2,D=0)5213112.3551117Range11279.5Trim Var.3448557.66296517
V(Y[t],d=3,D=0)15096884.1800935Range18742.6Trim Var.10056609.9421530
V(Y[t],d=0,D=1)2050315.941687Range6853.4Trim Var.1336657.90311928
V(Y[t],d=1,D=1)5213112.3551117Range11279.5Trim Var.3448557.66296517
V(Y[t],d=2,D=1)15096884.1800935Range18742.6Trim Var.10056609.9421530
V(Y[t],d=3,D=1)47460703.7971114Range34128.3Trim Var.31512762.9845751
V(Y[t],d=0,D=2)5213112.3551117Range11279.5Trim Var.3448557.66296517
V(Y[t],d=1,D=2)15096884.1800935Range18742.6Trim Var.10056609.9421530
V(Y[t],d=2,D=2)47460703.7971114Range34128.3Trim Var.31512762.9845751
V(Y[t],d=3,D=2)157979827.188209Range60984.2Trim Var.103695443.929819

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5924563.22029412 & Range & 11367.6 & Trim Var. & 4107462.41233255 \tabularnewline
V(Y[t],d=1,D=0) & 2050315.941687 & Range & 6853.4 & Trim Var. & 1336657.90311928 \tabularnewline
V(Y[t],d=2,D=0) & 5213112.3551117 & Range & 11279.5 & Trim Var. & 3448557.66296517 \tabularnewline
V(Y[t],d=3,D=0) & 15096884.1800935 & Range & 18742.6 & Trim Var. & 10056609.9421530 \tabularnewline
V(Y[t],d=0,D=1) & 2050315.941687 & Range & 6853.4 & Trim Var. & 1336657.90311928 \tabularnewline
V(Y[t],d=1,D=1) & 5213112.3551117 & Range & 11279.5 & Trim Var. & 3448557.66296517 \tabularnewline
V(Y[t],d=2,D=1) & 15096884.1800935 & Range & 18742.6 & Trim Var. & 10056609.9421530 \tabularnewline
V(Y[t],d=3,D=1) & 47460703.7971114 & Range & 34128.3 & Trim Var. & 31512762.9845751 \tabularnewline
V(Y[t],d=0,D=2) & 5213112.3551117 & Range & 11279.5 & Trim Var. & 3448557.66296517 \tabularnewline
V(Y[t],d=1,D=2) & 15096884.1800935 & Range & 18742.6 & Trim Var. & 10056609.9421530 \tabularnewline
V(Y[t],d=2,D=2) & 47460703.7971114 & Range & 34128.3 & Trim Var. & 31512762.9845751 \tabularnewline
V(Y[t],d=3,D=2) & 157979827.188209 & Range & 60984.2 & Trim Var. & 103695443.929819 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67469&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5924563.22029412[/C][C]Range[/C][C]11367.6[/C][C]Trim Var.[/C][C]4107462.41233255[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2050315.941687[/C][C]Range[/C][C]6853.4[/C][C]Trim Var.[/C][C]1336657.90311928[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5213112.3551117[/C][C]Range[/C][C]11279.5[/C][C]Trim Var.[/C][C]3448557.66296517[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]15096884.1800935[/C][C]Range[/C][C]18742.6[/C][C]Trim Var.[/C][C]10056609.9421530[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2050315.941687[/C][C]Range[/C][C]6853.4[/C][C]Trim Var.[/C][C]1336657.90311928[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5213112.3551117[/C][C]Range[/C][C]11279.5[/C][C]Trim Var.[/C][C]3448557.66296517[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15096884.1800935[/C][C]Range[/C][C]18742.6[/C][C]Trim Var.[/C][C]10056609.9421530[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]47460703.7971114[/C][C]Range[/C][C]34128.3[/C][C]Trim Var.[/C][C]31512762.9845751[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5213112.3551117[/C][C]Range[/C][C]11279.5[/C][C]Trim Var.[/C][C]3448557.66296517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]15096884.1800935[/C][C]Range[/C][C]18742.6[/C][C]Trim Var.[/C][C]10056609.9421530[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]47460703.7971114[/C][C]Range[/C][C]34128.3[/C][C]Trim Var.[/C][C]31512762.9845751[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]157979827.188209[/C][C]Range[/C][C]60984.2[/C][C]Trim Var.[/C][C]103695443.929819[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67469&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67469&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)5924563.22029412Range11367.6Trim Var.4107462.41233255
V(Y[t],d=1,D=0)2050315.941687Range6853.4Trim Var.1336657.90311928
V(Y[t],d=2,D=0)5213112.3551117Range11279.5Trim Var.3448557.66296517
V(Y[t],d=3,D=0)15096884.1800935Range18742.6Trim Var.10056609.9421530
V(Y[t],d=0,D=1)2050315.941687Range6853.4Trim Var.1336657.90311928
V(Y[t],d=1,D=1)5213112.3551117Range11279.5Trim Var.3448557.66296517
V(Y[t],d=2,D=1)15096884.1800935Range18742.6Trim Var.10056609.9421530
V(Y[t],d=3,D=1)47460703.7971114Range34128.3Trim Var.31512762.9845751
V(Y[t],d=0,D=2)5213112.3551117Range11279.5Trim Var.3448557.66296517
V(Y[t],d=1,D=2)15096884.1800935Range18742.6Trim Var.10056609.9421530
V(Y[t],d=2,D=2)47460703.7971114Range34128.3Trim Var.31512762.9845751
V(Y[t],d=3,D=2)157979827.188209Range60984.2Trim Var.103695443.929819



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')